Last Update: 4 Jul 2020 4:15 GMT+0
The Egypt 10Y Government Bond has a 14.316% yield.
10 Years vs 2 Years bond spread is 78.6 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 9.25% (last modification in March 2020).
The Egypt credit rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 458.27 and implied probability of default is 7.64%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 40.7 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 54.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 78.6 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 9.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 458.27 | -4.23 % | -15.80 % | +49.27 % | 7.64 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 13.941% | +121.5 bp | -191.9 bp | ||||||
| 6 months | 13.618% | +106.1 bp | -181.3 bp | ||||||
| 9 months | 13.336% | +69.1 bp | -165.2 bp | ||||||
| 1 year | 13.123% | +53.4 bp | -159.4 bp | 88.40 | -0.47 % | +1.41 % | |||
| 2 years | 13.530% | +36.1 bp | -108.3 bp | 77.59 | -0.63 % | +1.92 % | |||
| 3 years | 13.847% | +21.9 bp | -57.2 bp | 67.77 | -0.57 % | +1.51 % | |||
| 5 years | 14.074% | +23.2 bp | -14.6 bp | 51.77 | -1.01 % | +0.64 % | |||
| 7 years | 14.262% | +20.7 bp | +17.2 bp | 39.33 | -1.26 % | -1.03 % | |||
| 10 years | 14.316% | 0.0 bp | +19.1 bp | 26.24 | 0.00 % | -1.65 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 14.316% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1475.2 bp | +11.7 | +33.7 | ||
| France 10Y | 1443.2 bp | +10.5 | +33.0 | ||
| Japan 10Y | 1428.3 bp | +0.2 | +14.6 | ||
| United Kingdom 10Y | 1412.9 bp | +12.4 | +74.1 | ||
| Spain 10Y | 1387.5 bp | +11.0 | +13.4 | ||
| Canada 10Y | 1375.9 bp | +12.1 | +117.3 | ||
| United States 10Y | 1364.7 bp | +15.6 | +131.5 | ||
| Australia 10Y | 1341.0 bp | +17.4 | +50.7 | ||
| Italy 10Y | 1299.5 bp | +8.9 | +21.2 | ||
| China 10Y | 1138.7 bp | -7.7 | +45.6 | ||
| India 10Y | 847.1 bp | -4.9 | +85.6 | ||
| Russia 10Y | 827.6 bp | -42.0 | +38.6 | ||
| Brazil 10Y | 784.9 bp | +25.8 | +45.0 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 14.316% | 26.24 | 31.39 | 41.70 | 52.00 | 62.30 | 72.61 | |
| 7 years | 14.262% | 39.33 | 43.58 | 52.09 | 60.60 | 69.11 | 77.61 | |
| 5 years | 14.074% | 51.77 | 55.20 | 62.05 | 68.90 | 75.76 | 82.61 | |
| 3 years | 13.847% | 67.77 | 70.10 | 74.75 | 79.41 | 84.06 | 88.72 | |
| 2 years | 13.530% | 77.59 | 79.24 | 82.56 | 85.87 | 89.18 | 92.50 | |
| 1 year | 13.123% | 88.40 | 89.28 | 91.05 | 92.82 | 94.59 | 96.36 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||